No need to be embarrassed. Basically you turn it to get your gears to index properly, which prevents the need to push a bit extra on the shifting levers to actually get the gears to shift.

You can try it yourself by turning a bit in one direction and then seeing if the gears shift better - look for no sounds being present and the shift completing without any additional push. If it got worse, then turn the other direction. Seems a lot more intimidating than it actually is.

I used to be woefully deficient in mechanic knowledge, but then I started going to the local coop bike workshop, which is probably one of my favourite places in the world.